Predictions=array(1,dim=c(60,30,14))

coeff=array(1,dim=c(3,60,30,14))

v1<- 1:30
v2<- 1:60
v3<- 1:14
for(fu in v3){
  for (fa in v1){
    for (p in v2){
      y1=FundReturn[1:(59+p),fu]
      x1=Factors[1:(59+p),fa]
      Model<-lm(y1 ~ x1 + lag(y1))
      coeff[1:3,p,fa,fu]=Model[["coefficients"]]
      Predictions[p,fa,fu]= coeff[1,p,fa,fu]+coeff[2,p,fa,fu]*Factors[60+p,fa]+coeff[3,p,fa,fu]*FundReturn[59+p,fu]
    }
  }
}